+1,373.1%
OXY vs BRO
+25,535.5%
-24,162.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +2.8% | -7.3% | +10.2% | +4.5% |
| 30D | +5.5% | -6.9% | +12.3% | +6.9% |
| 3M | +11.3% | +10.7% | +0.6% | +8.3% |
| 6M | +11.6% | -2.7% | +14.3% | +11.4% |
| YTD | +51.6% | -16.3% | +67.9% | +56.0% |
| 1Y | +36.2% | -29.1% | +65.3% | +45.1% |
| 3Y | +1.7% | -7.8% | +9.5% | +1.2% |
| 5Y | +164.5% | +18.7% | +145.7% | +146.5% |
| 10Y | +6.1% | +291.9% | -285.8% | -19.3% |
| All | +1,373.1% | +25,535.5% | -24,162.4% | +847.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling